37
H index
54
i10 index
11276
Citations
Stanford University (82% share) | 37 H index 54 i10 index 11276 Citations RESEARCH PRODUCTION: 51 Articles 69 Papers 1 Books 8 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with John H. Cochrane. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2022 | A Tutorial on the Generalized Method of Moments (GMM) in Finance. (2022). Astorino, Paula ; de Genaro, Alan. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:sup2022:1527. Full description at Econpapers || Download paper | |
2022 | Asset Price Booms and Macroeconomic Policy: A Risk-Shifting Approach. (2022). Gale, Douglas ; Barlevy, Gadi ; Allen, Franklin. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:14:y:2022:i:2:p:243-80. Full description at Econpapers || Download paper | |
2022 | Overreaction and Diagnostic Expectations in Macroeconomics. (2022). Shleifer, Andrei ; Gennaioli, Nicola ; Bordalo, Pedro. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:3:p:223-44. Full description at Econpapers || Download paper | |
2023 | Expectations, self-fulfilling prophecies and the business cycle. (2023). Venditti, Alain ; Nishimura, Kazuo ; Dufourt, Frédéric. In: AMSE Working Papers. RePEc:aim:wpaimx:2234. Full description at Econpapers || Download paper | |
2022 | The risk premium in New Keynesian DSGE models: the cost of inflation channel. (2022). Wouters, Rafael ; Tretiakov, Pavel ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022008. Full description at Econpapers || Download paper | |
2022 | Is There a Stable Relationship between Unemployment and Future Inflation?. (2022). Kulish, Mariano ; Jones, Callum ; Nicolini, Juan Pablo ; Fitzgerald, Terry. In: Working Papers. RePEc:aoz:wpaper:159. Full description at Econpapers || Download paper | |
2023 | Simulations in Models with Heterogeneous Agents, Incomplete Markets and Aggregate Uncertainty. (2023). Pierri, Damian. In: Working Papers. RePEc:aoz:wpaper:259. Full description at Econpapers || Download paper | |
2023 | Consumption smoothing in the working-class households of interwar Japan. (2019). Ogasawara, Kota. In: Papers. RePEc:arx:papers:1807.05737. Full description at Econpapers || Download paper | |
2022 | Robustness of Delta hedging in a jump-diffusion model. (2019). Stadje, Mitja ; Bosserhoff, Frank. In: Papers. RePEc:arx:papers:1910.08946. Full description at Econpapers || Download paper | |
2022 | High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing. (2019). Chen, Mingli ; Madrid, Oscar Hernan ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1912.02151. Full description at Econpapers || Download paper | |
2022 | A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims. (2020). Zhuo, Xiaoyang ; Nawalkha, Sanjay K. In: Papers. RePEc:arx:papers:2006.15312. Full description at Econpapers || Download paper | |
2022 | Permutation-based tests for discontinuities in event studies. (2020). Li, Jia ; Bugni, Federico A. In: Papers. RePEc:arx:papers:2007.09837. Full description at Econpapers || Download paper | |
2022 | Market-consistent pricing with acceptable risk. (2020). Munari, Cosimo ; Arduca, Maria. In: Papers. RePEc:arx:papers:2012.08351. Full description at Econpapers || Download paper | |
2023 | A Quantile Approach to Asset Pricing Models. (2021). de Vries, Tjeerd. In: Papers. RePEc:arx:papers:2105.08208. Full description at Econpapers || Download paper | |
2022 | Feasible Weighted Projected Principal Component Analysis for Factor Models with an Application to Bond Risk Premia. (2021). Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2108.10250. Full description at Econpapers || Download paper | |
2022 | Deep Signature FBSDE Algorithm. (2021). Zhang, Zhaoyu ; Luo, Man ; Feng, QI. In: Papers. RePEc:arx:papers:2108.10504. Full description at Econpapers || Download paper | |
2022 | Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model. (2021). Aras, Atilla. In: Papers. RePEc:arx:papers:2110.14405. Full description at Econpapers || Download paper | |
2022 | Option Pricing with State-dependent Pricing Kernel. (2021). Huang, Zhuo ; Hansen, Peter Reinhard ; Tong, Chen. In: Papers. RePEc:arx:papers:2112.05308. Full description at Econpapers || Download paper | |
2023 | Semiparametric Conditional Factor Models: Estimation and Inference. (2021). Wang, Xiaoliang ; Roussanov, Nikolai ; Chen, Qihui. In: Papers. RePEc:arx:papers:2112.07121. Full description at Econpapers || Download paper | |
2022 | Sensitivity to large losses and $\rho$-arbitrage for convex risk measures. (2022). Herdegen, Martin ; Khan, Nazem. In: Papers. RePEc:arx:papers:2202.07610. Full description at Econpapers || Download paper | |
2022 | Option Pricing with Time-Varying Volatility Risk Aversion. (2022). Tong, Chen ; Hansen, Peter Reinhard. In: Papers. RePEc:arx:papers:2204.06943. Full description at Econpapers || Download paper | |
2023 | Do t-Statistic Hurdles Need to be Raised. (2022). Chen, Andrew Y. In: Papers. RePEc:arx:papers:2204.10275. Full description at Econpapers || Download paper | |
2023 | Estimation and Inference for High Dimensional Factor Model with Regime Switching. (2022). Wang, FA ; Urga, Giovanni. In: Papers. RePEc:arx:papers:2205.12126. Full description at Econpapers || Download paper | |
2022 | A mean field game approach to equilibrium consumption under external habit formation. (2022). Yu, Xiang ; Wang, Shihua ; Bo, Lijun. In: Papers. RePEc:arx:papers:2206.13341. Full description at Econpapers || Download paper | |
2022 | Misspecification and Weak Identification in Asset Pricing. (2022). Zhan, Zhaoguo ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2206.13600. Full description at Econpapers || Download paper | |
2022 | A penalized two-pass regression to predict stock returns with time-varying risk premia. (2022). Scaillet, Olivier ; Guerrier, St'Ephane ; Bakalli, Gaetan. In: Papers. RePEc:arx:papers:2208.00972. Full description at Econpapers || Download paper | |
2022 | Estimation of growth in fund models. (2022). Ruf, Johannes ; Koo, Hyeng Keun ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:2208.02573. Full description at Econpapers || Download paper | |
2023 | Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974. Full description at Econpapers || Download paper | |
2022 | A Unified Framework for Estimation of High-dimensional Conditional Factor Models. (2022). Chen, Qihui. In: Papers. RePEc:arx:papers:2209.00391. Full description at Econpapers || Download paper | |
2022 | TechRank. (2022). Mermoud, Alain ; Maillart, Thomas ; Tsesmelis, Michael ; Gillard, S'Ebastien ; Lacube, William ; David, Dimitri Percia ; Mar, Loic ; Mezzetti, Anita. In: Papers. RePEc:arx:papers:2210.07824. Full description at Econpapers || Download paper | |
2022 | Relative growth rate optimization under behavioral criterion. (2022). Xu, Zuo Quan ; Wei, Pengyu ; Peng, Jing. In: Papers. RePEc:arx:papers:2211.05402. Full description at Econpapers || Download paper | |
2022 | Dynamic spending and portfolio decisions with a soft social norm. (2022). Bjerketvedt, Vegard Skonseng ; Tronnes, Haakon Andreas ; Harang, Fabian Andsem ; Mork, Knut Anton. In: Papers. RePEc:arx:papers:2212.10053. Full description at Econpapers || Download paper | |
2023 | Inflation targeting strategy and its credibility. (2023). Posada, Carlos Esteban. In: Papers. RePEc:arx:papers:2301.11207. Full description at Econpapers || Download paper | |
2023 | Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434. Full description at Econpapers || Download paper | |
2023 | The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533. Full description at Econpapers || Download paper | |
2023 | Portfolio Optimization Rules beyond the Mean-Variance Approach. (2023). Markov, Vladimir. In: Papers. RePEc:arx:papers:2305.08530. Full description at Econpapers || Download paper | |
2023 | The Dynamic Persistence of Economic Shocks. (2023). Vacha, Lukas ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2306.01511. Full description at Econpapers || Download paper | |
2023 | Consumption Partial Insurance in the Presence of Tail Income Risk. (2023). Theloudis, Alexandros ; Ghosh, Anisha. In: Papers. RePEc:arx:papers:2306.13208. Full description at Econpapers || Download paper | |
2023 | New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025. Full description at Econpapers || Download paper | |
2023 | Kernel-Based Stochastic Learning of Large-Scale Semiparametric Monotone Index Models with an Application to Aging and Household Risk Preference. (2023). Yao, Qingsong. In: Papers. RePEc:arx:papers:2309.06693. Full description at Econpapers || Download paper | |
2022 | International Risk Sharing for Food Staples. (2022). Bradford, Scott ; Ramaswami, Bharat ; Negi, Digvijay Singh . In: Working Papers. RePEc:ash:wpaper:74. Full description at Econpapers || Download paper | |
2023 | Time-Varying Risk Aversion and International Stock Returns. (2023). Guidolin, Massimo ; Cabrera, Gabriel ; Hansen, Erwin. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23203. Full description at Econpapers || Download paper | |
2022 | Effects of Cross Country Fiscal Interdependence on Multipliers within a Monetary Union.. (2022). Vanessa, Kunzmann. In: Working Papers. RePEc:bav:wpaper:216_kunzmann. Full description at Econpapers || Download paper | |
2023 | The 2021–22 Surge in Inflation. (2023). Uzeda, Luis ; MacGee, James (Jim) ; Kryvtsov, Oleksiy. In: Discussion Papers. RePEc:bca:bocadp:23-3. Full description at Econpapers || Download paper | |
2022 | Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification. (2022). Ottonello, Pablo ; Song, Wenting. In: Staff Working Papers. RePEc:bca:bocawp:22-24. Full description at Econpapers || Download paper | |
2022 | House Price Responses to Monetary Policy Surprises: Evidence from the U.S. Listings Data. (2022). Kudlyak, Marianna ; Kryvtsov, Oleksiy ; Gorea, Denis. In: Staff Working Papers. RePEc:bca:bocawp:22-39. Full description at Econpapers || Download paper | |
2022 | Windfall Income Shocks with Finite Planning Horizons. (2022). Boutros, Michael. In: Staff Working Papers. RePEc:bca:bocawp:22-40. Full description at Econpapers || Download paper | |
2022 | The role of central bank communication in inflation-targeting Eastern European emerging economies. (2022). Coco, Alberto ; Ciarlone, Alessio ; Astuti, Valerio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1381_22. Full description at Econpapers || Download paper | |
2022 | Real-time ineuqalities and policies during the pandemic in the US. (2022). Giglioli, Simona ; Fantozzi, Daniela ; Corrado, Luisa. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1396_22. Full description at Econpapers || Download paper | |
2023 | Estimating the Output Gap After COVID: How to Address Unprecedented Macroeconomic Variations. (2023). Parra-Amado, Daniel ; Granados, Camilo. In: Borradores de Economia. RePEc:bdr:borrec:1249. Full description at Econpapers || Download paper | |
2022 | The Conditional Path of Central Bank Asset Purchases. (2022). Hubert, Paul ; Creel, Jerome ; Bozou, Caroline ; Blot, Christophe. In: Working papers. RePEc:bfr:banfra:885. Full description at Econpapers || Download paper | |
2022 | Q-Monetary Transmission. (2022). Lagos, Ricardo ; Jeenas, Priit. In: Working Papers. RePEc:bge:wpaper:1348. Full description at Econpapers || Download paper | |
2023 | Asymmetric Monetary Policy Tradeoffs. (2023). Sala, Luca ; Gambetti, Luca ; Forni, Mario ; Debortoli, Davide. In: Working Papers. RePEc:bge:wpaper:1404. Full description at Econpapers || Download paper | |
2022 | Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:996. Full description at Econpapers || Download paper | |
2022 | Interpolation and Shock Persistence of Prewar U.S. Macroeconomic Time Series: A Reconsideration. (2022). Levy, Daniel ; Dezhbakhsh, Hashem. In: Working Papers. RePEc:biu:wpaper:2022-02. Full description at Econpapers || Download paper | |
2023 | Timing the factor zoo via deep learning: Evidence from China. (2023). Jiang, Fuwei ; Liao, Cunfei ; Ma, Tian. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:485-505. Full description at Econpapers || Download paper | |
2022 | Stock return predictability: Evaluation based on interval forecasts. (2022). Kim, Jae H ; Darne, Olivier ; Charles, Amelie. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:2:p:363-385. Full description at Econpapers || Download paper | |
2022 | Firm?specific forecast errors and asymmetric investment propensity. (2022). Tonzer, Lena ; Berner, Julian ; Buchholz, Manuel. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:764-793. Full description at Econpapers || Download paper | |
2023 | Exponential growth bias in the prediction of COVID?19 spread and economic expectation. (2023). Banerjee, Ritwik ; Majumdar, Priyama. In: Economica. RePEc:bla:econom:v:90:y:2023:i:358:p:653-689. Full description at Econpapers || Download paper | |
2022 | How much for a haircut? Illiquidity, secondary markets, and the value of private equity. (2022). Sensoy, Berk A. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:501-538. Full description at Econpapers || Download paper | |
2022 | Stock returns and inflation shocks in weaker economic times. (2022). Sun, Licheng ; Stivers, Chris ; Connolly, Robert A. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:3:p:827-867. Full description at Econpapers || Download paper | |
2023 | Macroeconomic fundamentals and cryptocurrency prices: A common trend approach. (2023). Rodriguez, Ivan ; Zhang, Qianying ; Jiang, Xiaoquan. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:181-198. Full description at Econpapers || Download paper | |
2023 | Asset pricing with a financial sector. (2023). Xu, Chenjie ; Li, Kai. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:67-95. Full description at Econpapers || Download paper | |
2022 | Shrinking return forecasts. (2022). Wang, Yudong ; Pan, Zhiyuan ; Liu, LI. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:3:p:641-661. Full description at Econpapers || Download paper | |
2023 | Anticipation in leisure—Effects on labor?leisure choice. (2023). Monteiro, Goncalo ; Escobarposada, Rolando ; Chatterjee, Bibaswan. In: International Journal of Economic Theory. RePEc:bla:ijethy:v:19:y:2023:i:2:p:384-412. Full description at Econpapers || Download paper | |
2022 | Can technical indicators predict the Chinese equity risk premium?. (2022). Glabadanidis, Paskalis ; Sun, Mingwei. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:1:p:114-142. Full description at Econpapers || Download paper | |
2023 | Average skewness in global equity markets. (2023). Kirli, Imra ; Gunaydin, Doruk A ; Demirtas, Ozgur K ; Atilgan, Yigit. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:245-271. Full description at Econpapers || Download paper | |
2022 | Organization capital effect in stock returns—The role of R&D. (2022). Lin, Chubin ; Chan, Konan ; Wang, Yanzhi. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:7-8:p:1237-1263. Full description at Econpapers || Download paper | |
2022 | Stock Market and No?Dividend Stocks. (2022). Basak, Suleyman ; Atmaz, Adem. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:545-599. Full description at Econpapers || Download paper | |
2022 | Skill, Scale, and Value Creation in the Mutual Fund Industry. (2022). Scaillet, Olivier ; Gagliardini, Patrick ; Barras, Laurent. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:601-638. Full description at Econpapers || Download paper | |
2022 | Volatility Expectations and Returns. (2022). Muir, Tyler ; Lochstoer, Lars A. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:1055-1096. Full description at Econpapers || Download paper | |
2022 | Late to Recessions: Stocks and the Business Cycle. (2022). Gomezcram, Roberto. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:923-966. Full description at Econpapers || Download paper | |
2022 | Long?Run Risk: Is It There?. (2022). Matthies, Ben ; Liu, Yukun. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1587-1633. Full description at Econpapers || Download paper | |
2022 | Factor Momentum and the Momentum Factor. (2022). Linnainmaa, Juhani T ; Ehsani, Sina. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:3:p:1877-1919. Full description at Econpapers || Download paper | |
2022 | Presidential Address: Corporate Finance and Reality. (2022). Graham, John R. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:1975-2049. Full description at Econpapers || Download paper | |
2022 | A New Test of Risk Factor Relevance. (2022). Sussman, Abigail B ; Hartzmark, Samuel M ; Chinco, Alex. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2183-2238. Full description at Econpapers || Download paper | |
2022 | Risk?Sharing and the Term Structure of Interest Rates. (2022). Schneider, Andres. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2331-2374. Full description at Econpapers || Download paper | |
2022 | The Price of Higher Order Catastrophe Insurance: The Case of VIX Options. (2022). Yang, Aoxiang ; Eraker, Bjorn. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:6:p:3289-3337. Full description at Econpapers || Download paper | |
2023 | How Risky Are U.S. Corporate Assets?. (2023). Yaron, Amir ; Shaliastovich, Ivan ; Richard, Scott ; Davydiuk, Tetiana. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:141-208. Full description at Econpapers || Download paper | |
2023 | International Yield Curves and Currency Puzzles. (2023). Creal, Drew ; Chernov, Mikhail. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:209-245. Full description at Econpapers || Download paper | |
2023 | Beliefs Aggregation and Return Predictability. (2023). Wang, Yajun ; Obizhaeva, Anna A ; Kyle, Albert S. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:427-486. Full description at Econpapers || Download paper | |
2023 | Optimal Financial Transaction Taxes. (2023). Davila, Eduardo. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61. Full description at Econpapers || Download paper | |
2023 | Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341. Full description at Econpapers || Download paper | |
2023 | Macroeconomic News in Asset Pricing and Reality. (2023). Duffee, Gregory R. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1499-1543. Full description at Econpapers || Download paper | |
2023 | Integrating Factor Models. (2023). Voigt, Stefan ; Metzker, Lior ; Cheng, SI ; Avramov, Doron. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1593-1646. Full description at Econpapers || Download paper | |
2023 | Visibility Bias in the Transmission of Consumption Beliefs and Undersaving. (2023). Hirshleifer, David ; Walden, Johan ; Han, Bing. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1647-1704. Full description at Econpapers || Download paper | |
2022 | Portfolio returns and consumption growth covariation in the frequency domain, real economic activity, and expected returns. (2022). Piccotti, Louis R. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:3:p:513-549. Full description at Econpapers || Download paper | |
2023 | Sentiment or habits: Why not both?. (2023). Tham, Eric. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:203-215. Full description at Econpapers || Download paper | |
2022 | Currency returns and systematic risk. (2022). Scatimburgo, Pedro ; Ferreira, Alex ; Gonalves, Fernanda. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:6:p:609-647. Full description at Econpapers || Download paper | |
2022 | Foreclosure spillovers and individual well?being: Evidence from the Great Recession. (2022). Makridis, Christos ; Ohlrogge, Michael . In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:122-146. Full description at Econpapers || Download paper | |
2022 | General Doubly Robust Identification and Estimation. (2019). Lewbel, Arthur ; Choi, Jin-Young ; Zhou, Zhuzhu. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1003. Full description at Econpapers || Download paper | |
2022 | Consumption Response Heterogeneity and Dynamics with an Inattention Region. (2022). Boccanfuso, Jeremy. In: Working Papers. RePEc:bol:bodewp:wp1172. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Bayesian multivariate Beveridge–Nelson decomposition of I(1) and I(2) series with cointegration. (2022). Yasutomo, MURASAWA . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:26:y:2022:i:3:p:387-415:n:4. Full description at Econpapers || Download paper | |
2023 | Controlling chaos in New Keynesian macroeconomics. (2023). Ghosh, Taniya ; Barnett, William ; Paolo, Mattana ; Giovanni, Bella ; Taniya, Ghosh ; Beatrice, Venturi. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:219-236:n:3. Full description at Econpapers || Download paper | |
2022 | MODELING THE DYNAMIC EQUILIBRIUM UNDER THE POLICY OF ADJUSTING THE INTEREST RATE AND TAYLORS RULE OF NATIONAL BANK OF MOLDOVA (NBM). (2022). Vîntu, Denis. In: Management Strategies Journal. RePEc:brc:journl:v:55:y:2022:i:1:p:171-194. Full description at Econpapers || Download paper | |
2022 | The Risk-Premium Channel of Uncertainty: Implications for Unemployment and Inflation. (2022). Rendahl, P ; Lee, H ; Freund, L B. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2251. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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Year | Title | Type | Cited |
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1989 | The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives. In: American Economic Review. [Full Text][Citation analysis] | article | 130 |
1988 | The Sensitivity of Tests of the Intertemporal Allocation of Consumption to Near-Rational Alternatives.(1988) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 130 | paper | |
2002 | The Fed and Interest Rates - A High-Frequency Identification In: American Economic Review. [Full Text][Citation analysis] | article | 307 |
2002 | The Fed and Interest Rates: A High-Frequency Identification.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 307 | paper | |
2005 | Bond Risk Premia In: American Economic Review. [Full Text][Citation analysis] | article | 637 |
2002 | Bond Risk Premia.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 637 | paper | |
2013 | Finance: Function Matters, Not Size In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 32 |
2013 | Finance: Function Matters, not Size..(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 32 | paper | |
1989 | The Return of the Liquidity Effect: A Study of the Short-run Relation between Money Growth and Interest Rates. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 52 |
2011 | HOW DID PAUL KRUGMAN GET IT SO WRONG?-super-1 In: Economic Affairs. [Citation analysis] | article | 27 |
2010 | The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 124 |
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2013 | Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group In: Journal of Applied Corporate Finance. [Full Text][Citation analysis] | article | 6 |
1991 | Production-Based Asset Pricing and the Link between Stock Returns and Economic Fluctuations. In: Journal of Finance. [Full Text][Citation analysis] | article | 445 |
2000 | Explaining the Poor Performance of Consumption?based Asset Pricing Models In: Journal of Finance. [Full Text][Citation analysis] | article | 137 |
2000 | Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(2000) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 137 | paper | |
1999 | Explaining the Poor Performance of Consumption-Based Asset Pricing Models.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 137 | paper | |
2011 | Presidential Address: Discount Rates In: Journal of Finance. [Citation analysis] | article | 613 |
2014 | A Mean-Variance Benchmark for Intertemporal Portfolio Theory In: Journal of Finance. [Full Text][Citation analysis] | article | 24 |
2013 | A Mean-Variance Benchmark for Intertemporal Portfolio Theory.(2013) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2001 | International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth! In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 14 |
2001 | International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth).(2001) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2001 | International Risk Sharing is Better Than You Think (or Exchange Rates are Much Too Smooth).(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2004 | Two Trees In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 19 |
2008 | Two Trees.(2008) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2000 | The Risk and Return of Venture Capital In: University of California at Los Angeles, Anderson Graduate School of Management. [Full Text][Citation analysis] | paper | 298 |
2005 | The risk and return of venture capital.(2005) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 298 | article | |
2001 | The Risk and Return of Venture Capital.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 298 | paper | |
2003 | Where is the Market Going: Uncertain Facts and Novel Theories In: Levine's Working Paper Archive. [Full Text][Citation analysis] | paper | 87 |
1997 | Where is the market going? Uncertain facts and novel theories.(1997) In: Economic Perspectives. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | article | |
1998 | Where is the Market Going? Uncertain Facts and Novel Theories.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 87 | paper | |
2001 | Long-Term Debt and Optimal Policy in the Fiscal Theory of the Price Level. In: Econometrica. [Citation analysis] | article | 273 |
1998 | Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 273 | paper | |
1998 | Long-term Debt and Optimal Policy in the Fiscal Theory of the Price Level.(1998) In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 273 | paper | |
1994 | Shocks In: Carnegie-Rochester Conference Series on Public Policy. [Full Text][Citation analysis] | article | 6 |
1994 | Shocks.(1994) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
1988 | Multivariate estimates of the permanent components of GNP and stock prices In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 37 |
1991 | A critique of the application of unit root tests In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 164 |
2014 | Monetary policy with interest on reserves In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 77 |
2014 | Monetary Policy with Interest on Reserves.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
1991 | The response of consumption to income: A Cross-Country investigation : by J.Y. Campbell and N.G. Mankiw why test the permanent income hypothesis? In: European Economic Review. [Full Text][Citation analysis] | article | 5 |
2011 | Understanding policy in the great recession: Some unpleasant fiscal arithmetic In: European Economic Review. [Full Text][Citation analysis] | article | 176 |
2010 | Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic.(2010) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 176 | paper | |
1991 | Volatility tests and efficient markets : A review essay In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 90 |
1991 | Volatility Tests and Efficient Markets: A Review Essay.(1991) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 90 | paper | |
1998 | What do the VARs mean? Measuring the output effects of monetary policy In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 130 |
1995 | What do the VARs Mean?: Measuring the Output Effects of Monetary Policy.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 130 | paper | |
2005 | Money as stock In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 127 |
2006 | International risk sharing is better than you think, or exchange rates are too smooth In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 161 |
2009 | Can learnability save new-Keynesian models? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 43 |
2009 | Can Learnability Save New-Keynesian Models?.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
1999 | New facts in finance In: Economic Perspectives. [Full Text][Citation analysis] | article | 197 |
1999 | New Facts in Finance.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 197 | paper | |
1999 | New Facts in Finance.(1999) In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 197 | paper | |
1999 | Portfolio advice of a multifactor world In: Economic Perspectives. [Full Text][Citation analysis] | article | 73 |
1999 | Portfolio Advice for a Multifactor World.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
1999 | Portfolio Advice for a Multifactor World.(1999) In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 73 | paper | |
2020 | Strategic Review and Beyond: Rethinking Monetary Policy and Independence In: Review. [Full Text][Citation analysis] | article | 1 |
2007 | Commentary on \\Macroeconomic implications of changes in the term premium\\ In: Review. [Full Text][Citation analysis] | article | 4 |
1994 | By force of habit: a consumption-based explanation of aggregate stock market behavior In: Working Papers. [Citation analysis] | paper | 2568 |
1999 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2568 | paper | |
1995 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1995) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2568 | paper | |
1999 | Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1999) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2568 | article | |
1994 | By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior.(1994) In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2568 | paper | |
1990 | Stopping Inflation in Reforming Socialist Economies: Some Pleasant Socialist Arithmetics. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 1 |
1991 | Inflation Stabilization in Reforming Socialist Economies : the Myth of the Monetary Overhang. In: Pennsylvania State - Department of Economics. [Citation analysis] | paper | 3 |
1991 | Inflation Stabilization in Reforming Socialist Economies: The Myth of the Monetary Overhang.(1991) In: Comparative Economic Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2015 | Conclusions and Solutions In: Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2012 | Restoring Sound Economic Policy - Three Views In: Book Chapters. [Full Text][Citation analysis] | chapter | 0 |
2014 | Toward a Run-free Financial System In: Book Chapters. [Full Text][Citation analysis] | chapter | 19 |
2015 | A New Structure for U.S. Federal Debt In: Economics Working Papers. [Full Text][Citation analysis] | paper | 13 |
2016 | The Habit Habit In: Economics Working Papers. [Full Text][Citation analysis] | paper | 8 |
1992 | Asset Pricing Explorations for Macroeconomics In: NBER Chapters. [Full Text][Citation analysis] | chapter | 221 |
1992 | Asset Pricing Explorations for Macroeconomics.(1992) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 221 | paper | |
1999 | A Frictionless View of US Inflation In: NBER Chapters. [Full Text][Citation analysis] | chapter | 134 |
1998 | A Frictionless View of U.S. Inflation.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 134 | paper | |
1998 | A Frictionless View of U.S. Inflation.(1998) In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 134 | paper | |
2017 | Michelson-Morley, Fisher, and Occam: The Radical Implications of Stable Quiet Inflation at the Zero Bound In: NBER Chapters. [Citation analysis] | chapter | 33 |
2009 | Comment on On the Need for a New Approach to Analyzing Monetary Policy In: NBER Chapters. [Full Text][Citation analysis] | chapter | 0 |
2003 | Two Trees: Asset Price Dynamics Induced by Market Clearing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
2004 | Two Trees: Asset Price Dynamics Induced by Market Clearing.(2004) In: 2004 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2005 | Financial Markets and the Real Economy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 100 |
2005 | Financial Markets and the Real Economy.(2005) In: Foundations and Trends(R) in Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 100 | article | |
2006 | The Dog That Did Not Bark: A Defense of Return Predictability In: NBER Working Papers. [Full Text][Citation analysis] | paper | 460 |
2008 | The Dog That Did Not Bark: A Defense of Return Predictability.(2008) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 460 | article | |
2007 | Determinacy and Identification with Taylor Rules In: NBER Working Papers. [Full Text][Citation analysis] | paper | 333 |
2007 | Determinacy and Identification with Taylor Rules.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 333 | paper | |
2011 | Determinacy and Identification with Taylor Rules.(2011) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 333 | article | |
2011 | Discount Rates In: NBER Working Papers. [Full Text][Citation analysis] | paper | 36 |
2012 | Continuous-Time Linear Models In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
2012 | Continuous-Time Linear Models.(2012) In: Foundations and Trends(R) in Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2013 | The New-Keynesian Liquidity Trap In: NBER Working Papers. [Full Text][Citation analysis] | paper | 31 |
2016 | Macro-Finance In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Macro-Finance.(2017) In: Review of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2016 | Stepping on a Rake: the Fiscal Theory of Monetary Policy In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2019 | The Fiscal Roots of Inflation In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
2022 | The fiscal root of inflation.(2022) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2019 | The Value of Government Debt In: NBER Working Papers. [Full Text][Citation analysis] | paper | 4 |
1988 | A Test of Consumption Insurance In: NBER Working Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Rethinking Production Under Uncertainty In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | A Fiscal Theory of Monetary Policy with Partially-Repaid Long-Term Debt In: NBER Working Papers. [Full Text][Citation analysis] | paper | 10 |
2022 | A fiscal theory of monetary policy with partially repaid long-term debt.(2022) In: Review of Economic Dynamics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
1988 | Production Based Asset Pricing In: NBER Working Papers. [Full Text][Citation analysis] | paper | 39 |
2021 | Portfolios for Long-Term Investors In: NBER Working Papers. [Full Text][Citation analysis] | paper | 6 |
2022 | Inflation Past, Present and Future: Fiscal Shocks, Fed Response, and Fiscal Limits In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Fiscal Histories In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Expectations and the Neutrality of Interest Rates In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
1989 | Explaining the Variance of Price Dividend Ratios In: NBER Working Papers. [Full Text][Citation analysis] | paper | 166 |
1992 | Explaining the Variance of Price-Dividend Ratios..(1992) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 166 | article | |
1989 | Using Production Based Asset Pricing to Explain the Behavior of Stock Returns Over the Business Cycle In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
1990 | Univariate vs. Multivariate Forecasts of GNP Growth and Stock Returns: Evidence and Implications for the Persistence of Shocks, Detrending Methods In: NBER Working Papers. [Full Text][Citation analysis] | paper | 12 |
1992 | A Cross-Sectional Test of a Production-Based Asset Pricing Model In: NBER Working Papers. [Full Text][Citation analysis] | paper | 24 |
1996 | Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 202 |
2000 | Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets.(2000) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 202 | article | |
1998 | Beyond Arbitrage: Good-Deal Asset Price Bounds in Incomplete Markets.(1998) In: CRSP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 202 | paper | |
2000 | Money as Stock: Price Level Determination with no Money Demand In: NBER Working Papers. [Full Text][Citation analysis] | paper | 43 |
2001 | A Rehabilitation of Stochastic Discount Factor Methodology In: NBER Working Papers. [Full Text][Citation analysis] | paper | 14 |
2002 | Stocks as Money: Convenience Yield and the Tech-Stock Bubble In: NBER Working Papers. [Full Text][Citation analysis] | paper | 47 |
1994 | Permanent and Transitory Components of GNP and Stock Prices In: The Quarterly Journal of Economics. [Full Text][Citation analysis] | article | 327 |
2010 | Introduction In: Introductory Chapters. [Full Text][Citation analysis] | chapter | 0 |
2006 | Prediction and impulse responses in linear systems (in Russian) In: Quantile. [Full Text][Citation analysis] | article | 0 |
2009 | Decomposing the Yield Curve In: 2009 Meeting Papers. [Citation analysis] | paper | 35 |
2014 | Challenges for Cost-Benefit Analysis of Financial Regulation In: The Journal of Legal Studies. [Full Text][Citation analysis] | article | 19 |
2015 | The Fragile Benefits of Endowment Destruction In: Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
1995 | Time-Consistent Health Insurance. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 109 |
1996 | A Cross-Sectional Test of an Investment-Based Asset Pricing Model. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 397 |
2001 | Review of Peter M. Garber, Famous First Bubbles: The Fundamentals of Early Manias In: Journal of Political Economy. [Full Text][Citation analysis] | article | 2 |
1988 | How Big Is the Random Walk in GNP? In: Journal of Political Economy. [Full Text][Citation analysis] | article | 653 |
1991 | A Simple Test of Consumption Insurance. In: Journal of Political Economy. [Full Text][Citation analysis] | article | 606 |
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